Review of Financial Studies, May 2013, v. 26, iss. 5, pp. 1087-1145 关于动量和反转的机构理论 作者:Dimitri Vayanos(London School of Economics and Political Science),Paul Woolley(London School of Economics an
JOURNAL OF FINANCIAL MARKET· AVAILABLE ONLINE· IN PRESS· JUNE 2016 作者:Abby Y. Kim (Securities and Exchange Commission) Yiuman Tse (University of Missouri – St. Louis) John K.Wald (University of Texas
REVIEW OF FINANCE · VOL. 18, ISSUE. 2· APRIL 2014 隐含价格风险和动量策略 作者:Hongwei Chuang(Institute of Statistical Science, Academia Sinica) Hwai-Chung Ho(Department of Finance, National Taiwan University) 摘要
Journal of Banking and Finance 72 (2016) 133–150 大宗商品动量策略:行为学视角 作者:Robert J. Bianchi, Michael E. Drew , JohnHua Fan (Department of Accounting, Finance and Economics, Griffith Business School
Review of Financial Studies. Jan2016, Vol. 29 Issue 1, p193-231. 39p. 耐用商品,通胀风险和均衡资产价格 作者:Bj?rn Eraker (Wisconsin School of Business, University of Wisconsin), Ivan Shaliastovich (Wharton School
THE JOURNAL OF FINANCE· VOL. LXX, NO. 1·FEBRUARY 2015 联邦公开市场委员会公告前漂移 作者:David O. Lucca (Federal Reserve Bank of New York) Emanuel Moench (Federal Reserve Bank of New York) 摘要:我们发现,在过去几十年中,预期联邦公开市场委员会